An Invariance Principle in Regression Analysis

• 1 May 1976
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Statistics
• Vol. 4  (3) , 621-624
• https://doi.org/10.1214/aos/1176343468

Abstract

Keywords

• BROWNIAN MOTION
• CUMULANT
• TIME CHANGE
• BROWNIAN BRIDGE
• ORDER STATISTIC
• WEAK CONVERGENCE
• REGRESSION ANALYSIS
• INVARIANCE PRINCIPLE